TST: Check more error messages in tests

Closes pandas-devgh-16521.

Author: gfyoung

pandas/tests/io/msgpack/test_except.py

@@ -1,9 +1,11 @@
 # coding: utf-8
 
-import pytest
-
+from datetime import datetime
 from pandas.io.msgpack import packb, unpackb
 
+import pytest
+import pandas.util.testing as tm
+
 
 class DummyException(Exception):
     pass
@@ -12,12 +14,13 @@ class DummyException(Exception):
 class TestExceptions(object):
 
     def test_raise_on_find_unsupported_value(self):
-        import datetime
-        pytest.raises(TypeError, packb, datetime.datetime.now())
+        msg = "can\'t serialize datetime"
+        with tm.assert_raises_regex(TypeError, msg):
+            packb(datetime.now())
 
     def test_raise_from_object_hook(self):
-        def hook(obj):
-            raise DummyException
+        def hook(_):
+            raise DummyException()
 
         pytest.raises(DummyException, unpackb, packb({}), object_hook=hook)
         pytest.raises(DummyException, unpackb, packb({'fizz': 'buzz'}),
@@ -30,5 +33,7 @@ def hook(obj):
                       packb({'fizz': {'buzz': 'spam'}}),
                       object_pairs_hook=hook)
 
-    def test_invalidvalue(self):
-        pytest.raises(ValueError, unpackb, b'\xd9\x97#DL_')
+    def test_invalid_value(self):
+        msg = "Unpack failed: error"
+        with tm.assert_raises_regex(ValueError, msg):
+            unpackb(b"\xd9\x97#DL_")